+144.2%
LNT vs TDY
+479.2%
-335.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -1.0% | -1.1% | +0.1% | -0.8% |
| 30D | -4.2% | -12.0% | +7.8% | -1.2% |
| 3M | -6.7% | -3.2% | -3.5% | -6.1% |
| 6M | -3.6% | -7.9% | +4.3% | -2.0% |
| YTD | +5.9% | +18.2% | -12.3% | +0.6% |
| 1Y | +7.3% | +6.7% | +0.6% | +4.5% |
| 3Y | +46.5% | +47.5% | -1.1% | +29.6% |
| 5Y | +32.5% | +39.5% | -7.0% | +17.5% |
| All | +144.2% | +479.2% | -335.1% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling